OpenKalman (under construction)

An open source, heading-only library for Kalman filters and other recursive filters

Features

• Includes a variety of linear and non-linear filters, including Kalman, Extended Kalman, Unscented, and Cubature.
• Correctly handles filtering in polar and spherical coordinates.
• Lightweight: a header-only library.
• Written in standard C++17.
• Efficient: filters incurs little or no overhead over hand-coding.
• Interfaces to Eigen3, but extensible to other matrix libraries.

Website: https://ogdenc.github.io/OpenKalman/